+203.6%
TGT vs VWO
+117.1%
+86.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -5.2% | -1.8% | -3.5% | -4.3% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | +18.4% | +2.2% | +16.1% | +16.6% |
| 6M | +33.4% | +8.8% | +24.7% | +26.6% |
| YTD | +63.8% | +12.4% | +51.4% | +52.2% |
| 1Y | +77.2% | +15.6% | +61.6% | +62.0% |
| 3Y | +41.8% | +62.5% | -20.7% | +6.6% |
| 5Y | -25.5% | +34.3% | -59.8% | -38.7% |
| All | +203.6% | +117.1% | +86.5% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling